A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution

Detalhes bibliográficos
Autor(a) principal: Caeiro, Frederico
Data de Publicação: 2023
Outros Autores: Mateus, Ayana
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/155250
Resumo: Publisher Copyright: © 2023 by the authors.
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spelling A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distributionasymptotic distributionparameter estimationPareto distributionprobability-weighted momentComputer Science (miscellaneous)Mathematics(all)Engineering (miscellaneous)Publisher Copyright: © 2023 by the authors.Estimation based on probability-weighted moments is a well-established method and an excellent alternative to the classic method of moments or the maximum likelihood method, especially for small sample sizes. In this research, we developed a new class of estimators for the parameters of the Pareto type I distribution. A generalization of the probability-weighted moments approach is the foundation for this new class of estimators. It has the advantage of being valid in the entire parameter space of the Pareto distribution. We established the asymptotic normality of the new estimators and applied them to simulated and real datasets in order to illustrate their finite sample behavior. The results of comparisons with the most used estimation methods were also analyzed.CMA - Centro de Matemática e AplicaçõesRUNCaeiro, FredericoMateus, Ayana2023-07-13T22:18:26Z2023-02-212023-02-21T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article17application/pdfhttp://hdl.handle.net/10362/155250eng2227-7390PURE: 66129714https://doi.org/10.3390/math11051076info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T05:37:48Zoai:run.unl.pt:10362/155250Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:55:59.796134Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution
title A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution
spellingShingle A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution
Caeiro, Frederico
asymptotic distribution
parameter estimation
Pareto distribution
probability-weighted moment
Computer Science (miscellaneous)
Mathematics(all)
Engineering (miscellaneous)
title_short A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution
title_full A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution
title_fullStr A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution
title_full_unstemmed A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution
title_sort A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution
author Caeiro, Frederico
author_facet Caeiro, Frederico
Mateus, Ayana
author_role author
author2 Mateus, Ayana
author2_role author
dc.contributor.none.fl_str_mv CMA - Centro de Matemática e Aplicações
RUN
dc.contributor.author.fl_str_mv Caeiro, Frederico
Mateus, Ayana
dc.subject.por.fl_str_mv asymptotic distribution
parameter estimation
Pareto distribution
probability-weighted moment
Computer Science (miscellaneous)
Mathematics(all)
Engineering (miscellaneous)
topic asymptotic distribution
parameter estimation
Pareto distribution
probability-weighted moment
Computer Science (miscellaneous)
Mathematics(all)
Engineering (miscellaneous)
description Publisher Copyright: © 2023 by the authors.
publishDate 2023
dc.date.none.fl_str_mv 2023-07-13T22:18:26Z
2023-02-21
2023-02-21T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/155250
url http://hdl.handle.net/10362/155250
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 2227-7390
PURE: 66129714
https://doi.org/10.3390/math11051076
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv 17
application/pdf
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
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reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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